Yea this would be a tough choice because really, they are all good in my opinion. I'd go with the older graphics and progress towards the newer one's; unless of course you are unbias about lack of graphics affacting your gaming experience. I favor a good story over graphics anyday (especially with FF games).

My favorites were FFIX and FFV. But if you hit up the FFV option, you get a bonus with FFVI as a part of the Final Fantasy Anthology compilation. Enjoy your gaming man.